We have version 6.0.10 and I have been working with this issue too. I've been trying to delete old orders as JBS decribed above. You can select several but when you delete ONLY one is deleted - no matter how many you select.
This is a big problem getting bigger all the time! Generating orders is getting slower and slower.
What would be most helpful is a utility to delete orders by date range or older than X months.
